IBM цепочка опционов International Business Machines Corporation
Каждая строка — один страйк. Левая половина — call, правая — put. Bid/ask — текущие котировки покупателей и продавцов; объём — количество контрактов, заключённых в эту сессию; открытый интерес — действующие контракты. Выделенная строка ближайшая к текущей цене акции.
Данная экспирация закладывает в цену движение примерно ±12.2% (206.19–263.44) · ATM IV 37.7% · P/C открытого интереса 0.77
| CALLS | Strike | PUTS | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Бид | Спросить | Объём | OIThe number of option contracts currently outstanding at a strike or expiration. High open interest shows where positions are concentrated. | IV | ΔModel sensitivity of an option's price to a $1 move in the stock; also used as a rough moneyness scale (a 25-delta option is well out of the money). | Γ | Θ | Бид | Спросить | Объём | OI | IV | Δ | Γ | Θ | |
| 113.20 | 117.15 | 2 | 74.7% | 1.00 | 0.0000 | 0.000 | 120 | 0 | 0.9900 | 172 | 83.5% | -0.00 | 0.0001 | -0.003 | ||
| 108.15 | 111.05 | 1.00 | 0.0000 | 0.000 | 125 | 0 | 1.12 | 131 | 80.5% | -0.00 | 0.0001 | -0.003 | ||||
| 103.25 | 106.15 | 1 | 1.00 | 0.0000 | 0.000 | 130 | 0 | 0.9300 | 152 | 73.8% | -0.00 | 0.0002 | -0.004 | |||
| 98.25 | 100.85 | 1 | 1.00 | 0.0001 | 0.000 | 135 | 0 | 0.2900 | 96 | 58.9% | -0.00 | 0.0002 | -0.005 | |||
| 93.30 | 95.85 | 10 | 1.00 | 0.0001 | 0.000 | 140 | 0 | 0.2000 | 175 | 52.9% | -0.01 | 0.0003 | -0.006 | |||
| 88.30 | 90.90 | 2 | 1.00 | 0.0002 | 0.000 | 145 | 0 | 0.4100 | 306 | 54.4% | -0.01 | 0.0004 | -0.008 | |||
| 83.35 | 86.45 | 98 | 1.00 | 0.0003 | 0.000 | 150 | 0.0500 | 0.4500 | 756 | 52.4% | -0.01 | 0.0006 | -0.010 | |||
| 78.35 | 81.15 | 6 | 0.99 | 0.0004 | 0.000 | 155 | 0.0800 | 0.4400 | 216 | 49.3% | -0.01 | 0.0007 | -0.012 | |||
| 73.45 | 76.20 | 117 | 0.99 | 0.0007 | -0.001 | 160 | 0.2000 | 0.3200 | 423 | 46.0% | -0.02 | 0.0010 | -0.015 | |||
| 68.40 | 71.40 | 22 | 0.99 | 0.0010 | -0.005 | 165 | 0.1300 | 0.7500 | 424 | 46.5% | -0.02 | 0.0012 | -0.019 | |||
| 63.50 | 66.25 | 241 | 0.98 | 0.0013 | -0.011 | 170 | 0.3700 | 0.6500 | 531 | 44.2% | -0.03 | 0.0016 | -0.023 | |||
| 58.70 | 61.40 | 71 | 0.97 | 0.0019 | -0.017 | 175 | 0.5700 | 0.7900 | 12 | 395 | 43.2% | -0.04 | 0.0021 | -0.028 | ||
| 53.95 | 56.95 | 32 | 36.0% | 0.96 | 0.0025 | -0.025 | 180 | 0.7700 | 1.09 | 1,213 | 42.4% | -0.05 | 0.0026 | -0.035 | ||
| 49.25 | 51.90 | 239 | 35.1% | 0.95 | 0.0033 | -0.035 | 185 | 1.14 | 1.34 | 3 | 890 | 41.5% | -0.07 | 0.0033 | -0.042 | |
| 44.65 | 47.30 | 109 | 36.8% | 0.93 | 0.0042 | -0.045 | 190 | 1.56 | 1.84 | 9 | 1,272 | 41.0% | -0.09 | 0.0041 | -0.050 | |
| 40.10 | 42.90 | 56 | 37.2% | 0.90 | 0.0052 | -0.056 | 195 | 2.00 | 2.43 | 3 | 1,196 | 40.2% | -0.11 | 0.0050 | -0.059 | |
| 35.75 | 38.70 | 415 | 37.6% | 0.87 | 0.0062 | -0.067 | 200 | 2.79 | 3.15 | 29 | 3,202 | 39.9% | -0.14 | 0.0060 | -0.069 | |
| 31.65 | 34.25 | 3 | 152 | 36.9% | 0.83 | 0.0072 | -0.078 | 205 | 3.65 | 4.00 | 6 | 358 | 39.2% | -0.18 | 0.0070 | -0.079 |
| 27.75 | 30.30 | 4 | 259 | 36.7% | 0.79 | 0.0082 | -0.088 | 210 | 4.75 | 5.10 | 8 | 2,085 | 38.8% | -0.22 | 0.0080 | -0.089 |
| 24.15 | 26.90 | 123 | 37.2% | 0.74 | 0.0092 | -0.098 | 215 | 6.05 | 6.35 | 8 | 727 | 38.2% | -0.26 | 0.0090 | -0.099 | |
| 20.85 | 23.15 | 19 | 1,080 | 36.6% | 0.69 | 0.0099 | -0.105 | 220 | 7.80 | 7.95 | 19 | 4,926 | 38.1% | -0.31 | 0.0099 | -0.106 |
| 18.55 | 19.90 | 49 | 503 | 37.4% | 0.64 | 0.0105 | -0.111 | 225 | 9.50 | 9.90 | 25 | 827 | 37.7% | -0.37 | 0.0106 | -0.113 |
| 16.15 | 16.90 | 38 | 790 | 37.5% | 0.58 | 0.0109 | -0.115 | 230 | 11.70 | 12.15 | 4 | 1,731 | 37.6% | -0.42 | 0.0110 | -0.117 |
| 13.45 | 14.45 | 15 | 539 | 37.2% | 0.53 | 0.0111 | -0.117 | 235 | 14.20 | 15.15 | 4 | 459 | 38.2% | -0.48 | 0.0113 | -0.119 |
| 11.90 | 12.20 | 6 | 3,035 | 38.0% | 0.47 | 0.0111 | -0.117 | 240 | 17.00 | 18.05 | 858 | 38.3% | -0.53 | 0.0114 | -0.118 | |
| 9.55 | 10.25 | 14 | 527 | 37.4% | 0.42 | 0.0109 | -0.115 | 245 | 19.95 | 21.45 | 169 | 38.6% | -0.59 | 0.0112 | -0.116 | |
| 8.25 | 8.50 | 68 | 3,091 | 37.8% | 0.37 | 0.0106 | -0.111 | 250 | 23.40 | 24.55 | 1 | 3,336 | 38.4% | -0.64 | 0.0108 | -0.112 |
| 6.50 | 7.10 | 17 | 2,393 | 37.4% | 0.32 | 0.0100 | -0.105 | 255 | 26.85 | 28.70 | 123 | 39.1% | -0.69 | 0.0103 | -0.106 | |
| 5.35 | 5.85 | 68 | 1,263 | 37.4% | 0.28 | 0.0094 | -0.099 | 260 | 30.55 | 32.95 | 1 | 731 | 39.9% | -0.73 | 0.0096 | -0.098 |
| 4.35 | 4.85 | 30 | 779 | 37.6% | 0.24 | 0.0086 | -0.091 | 265 | 34.65 | 37.05 | 14 | 40.5% | -0.77 | 0.0089 | -0.090 | |
| 3.80 | 3.95 | 13 | 1,800 | 38.2% | 0.20 | 0.0079 | -0.084 | 270 | 38.85 | 41.30 | 5 | 778 | 41.0% | -0.81 | 0.0080 | -0.081 |
| 3.00 | 3.25 | 62 | 222 | 38.1% | 0.17 | 0.0071 | -0.076 | 275 | 42.90 | 45.55 | 8 | 40.8% | -0.84 | 0.0072 | -0.072 | |
| 2.38 | 2.67 | 4 | 1,082 | 38.2% | 0.15 | 0.0063 | -0.069 | 280 | 46.95 | 50.15 | 503 | 40.7% | -0.87 | 0.0064 | -0.064 | |
| 1.91 | 2.19 | 1 | 313 | 38.4% | 0.12 | 0.0056 | -0.061 | 285 | 52.00 | 54.75 | 1 | 20 | 42.5% | -0.89 | 0.0056 | -0.055 |
| 1.57 | 1.79 | 7 | 834 | 38.7% | 0.11 | 0.0049 | -0.055 | 290 | 56.65 | 59.40 | 2 | 139 | 43.3% | -0.91 | 0.0049 | -0.047 |
| 1.15 | 1.46 | 108 | 38.5% | 0.09 | 0.0043 | -0.048 | 295 | 61.20 | 64.10 | 1 | 43.5% | -0.93 | 0.0042 | -0.040 | ||
| 1.04 | 1.21 | 4 | 4,481 | 39.2% | 0.08 | 0.0038 | -0.043 | 300 | 66.00 | 68.80 | 1 | 295 | 44.2% | -0.94 | 0.0036 | -0.033 |
| 0.7500 | 1.01 | 1 | 226 | 39.2% | 0.06 | 0.0033 | -0.038 | 305 | 70.70 | 73.65 | 44.9% | -0.95 | 0.0031 | -0.027 | ||
| 0.7000 | 0.8400 | 6 | 2,395 | 40.0% | 0.05 | 0.0028 | -0.034 | 310 | 75.75 | 78.50 | 163 | 46.6% | -0.96 | 0.0026 | -0.021 | |
| 0.5100 | 1.01 | 241 | 41.7% | 0.05 | 0.0025 | -0.030 | 315 | 80.55 | 83.45 | 47.7% | -0.97 | 0.0022 | -0.017 | |||
| 0.2000 | 1.11 | 1,837 | 42.3% | 0.04 | 0.0022 | -0.026 | 320 | 85.70 | 88.30 | 758 | 49.7% | -0.97 | 0.0019 | -0.012 | ||
| 0.2000 | 0.9500 | 109 | 43.0% | 0.03 | 0.0019 | -0.023 | 325 | 90.25 | 93.30 | 49.6% | -0.98 | 0.0016 | -0.009 | |||
| 0.3500 | 0.4500 | 23 | 832 | 42.0% | 0.03 | 0.0016 | -0.021 | 330 | 95.10 | 98.25 | 90 | 50.4% | -0.98 | 0.0014 | -0.005 | |
| 0.0400 | 0.7000 | 32 | 43.0% | 0.02 | 0.0014 | -0.018 | 335 | 100.00 | 103.15 | 51.2% | -0.98 | 0.0012 | -0.002 | |||
| 0.0200 | 0.8500 | 549 | 45.6% | 0.02 | 0.0012 | -0.017 | 340 | 105.10 | 108.10 | 23 | 53.3% | -0.99 | 0.0010 | 0.000 | ||
| 0 | 0.6100 | 2 | 44.6% | 0.02 | 0.0011 | -0.015 | 345 | 110.20 | 113.05 | 55.4% | -0.99 | 0.0008 | 0.000 | |||
| 0.0300 | 0.5700 | 874 | 45.9% | 0.02 | 0.0010 | -0.013 | 350 | 115.25 | 118.00 | 57.1% | -0.99 | 0.0007 | 0.000 | |||
Отображаемые страйки: в пределах ±50% от цены базового актива. Внутренняя стоимость = max(0, цена − страйк) для call, max(0, страйк − цена) для put; внешняя = цена опциона − внутренняя стоимость. Греки и IV, рассчитанные на основе биржевого фида.
Улыбка волатильности — Dec 18, 2026
Страница волатильности →Подразумеваемая волатильность по страйку для данного срока экспирации. Путы вне денег обычно имеют более высокую IV, чем коллы, — это и есть скос.